CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 13-Dec-2017

Day Change Summary
	Previous	Current
	12-Dec-2017	13-Dec-2017	Change	Change %	Previous Week
Open	0.8809	0.8808	-0.0001	0.0%	0.8878
High	0.8823	0.8895	0.0072	0.8%	0.8934
Low	0.8793	0.8807	0.0014	0.2%	0.8807
Close	0.8806	0.8890	0.0084	1.0%	0.8813
Range	0.0030	0.0088	0.0058	193.3%	0.0128
ATR	0.0059	0.0061	0.0002	3.5%	0.0000
Volume	151,094	253,229	102,135	67.6%	727,742

Daily Pivots for day following 13-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9128	0.9097	0.8938
R3	0.9040	0.9009	0.8914
R2	0.8952	0.8952	0.8906
R1	0.8921	0.8921	0.8898	0.8936
PP	0.8864	0.8864	0.8864	0.8871
S1	0.8833	0.8833	0.8882	0.8848
S2	0.8776	0.8776	0.8874
S3	0.8688	0.8745	0.8866
S4	0.8600	0.8657	0.8842

Weekly Pivots for week ending 08-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9234	0.9151	0.8883
R3	0.9106	0.9023	0.8848
R2	0.8979	0.8979	0.8836
R1	0.8896	0.8896	0.8824	0.8873
PP	0.8851	0.8851	0.8851	0.8840
S1	0.8768	0.8768	0.8801	0.8746
S2	0.8724	0.8724	0.8789
S3	0.8596	0.8641	0.8777
S4	0.8469	0.8513	0.8742

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8915	0.8793	0.0122	1.4%	0.0054	0.6%	80%	False	False	166,639
10	0.8982	0.8793	0.0189	2.1%	0.0061	0.7%	51%	False	False	182,375
20	0.9030	0.8793	0.0237	2.7%	0.0064	0.7%	41%	False	False	176,917
40	0.9030	0.8731	0.0299	3.4%	0.0062	0.7%	53%	False	False	169,814
60	0.9038	0.8731	0.0308	3.5%	0.0061	0.7%	52%	False	False	167,655
80	0.9360	0.8731	0.0629	7.1%	0.0066	0.7%	25%	False	False	136,767
100	0.9360	0.8731	0.0629	7.1%	0.0066	0.7%	25%	False	False	109,524
120	0.9360	0.8731	0.0629	7.1%	0.0066	0.7%	25%	False	False	91,287

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9269
2.618	0.9125
1.618	0.9037
1.000	0.8983
0.618	0.8949
HIGH	0.8895
0.618	0.8861
0.500	0.8851
0.382	0.8840
LOW	0.8807
0.618	0.8752
1.000	0.8719
1.618	0.8664
2.618	0.8576
4.250	0.8433

Fisher Pivots for day following 13-Dec-2017
Pivot	1 day	3 day
R1	0.8877	0.8875
PP	0.8864	0.8859
S1	0.8851	0.8844

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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